The hyperbolic geometry of financial networks

Abstract Based on data from the European banking stress tests of 2014, 2016 and the transparency exercise of 2018 we construct networks of European banks and demonstrate that the latent geometry of these financial networks can be well-represented by geometry of negative curvature, i.e., by hyperboli...

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Auteurs principaux: Martin Keller-Ressel, Stephanie Nargang
Format: article
Langue:EN
Publié: Nature Portfolio 2021
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Accès en ligne:https://doaj.org/article/5d296847ad2447c69558f4e3dcd97927
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